Dirk Nuyens
Orcid: 0000-0002-4555-2314
According to our database1,
Dirk Nuyens
authored at least 40 papers
between 2004 and 2023.
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Bibliography
2023
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration.
J. Complex., December, 2023
A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with 0 < α≤ 1/2.
CoRR, 2023
2022
Scaled lattice rules for integration on ℝ^{𝕕} achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces.
Math. Comput., September, 2022
Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points.
CoRR, 2022
2021
MDFEM: Multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM.
Numerische Mathematik, 2021
Enhanced multi-index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems.
Numer. Linear Algebra Appl., 2021
Math. Comput., 2021
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights.
Math. Comput., 2021
Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory.
J. Comput. Phys., 2021
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness.
J. Complex., 2021
Scaled lattice rules for integration on R<sup>d</sup> achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces.
CoRR, 2021
2020
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters.
Proceedings of the 75 Years of Mathematics of Computation, 2020
2019
Strang Splitting in Combination with Rank-1 and Rank-<i>r</i> Lattices for the Time-Dependent Schrödinger Equation.
SIAM J. Sci. Comput., 2019
SIAM J. Sci. Comput., 2019
Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications.
Reliab. Eng. Syst. Saf., 2019
Lattice rules with random n achieve nearly the optimal O(n-α-1∕2) error independently of the dimension.
J. Approx. Theory, 2019
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters.
CoRR, 2019
Enhanced Multi-Index Monte Carlo by means of Multiple Semi-Coarsened Multigrid for Anisotropic Diffusion Problems.
CoRR, 2019
2018
Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals.
SIAM J. Sci. Comput., 2018
SIAM J. Numer. Anal., 2018
Numerische Mathematik, 2018
2017
SIAM J. Sci. Comput., 2017
J. Comput. Appl. Math., 2017
J. Comput. Appl. Math., 2017
2016
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions.
J. Complex., 2016
Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation.
Found. Comput. Math., 2016
Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions - Error bounds and tractability.
Adv. Comput. Math., 2016
2014
Higher Order QMC Petrov-Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs.
SIAM J. Numer. Anal., 2014
Proceedings of the Uniform Distribution and Quasi-Monte Carlo Methods, 2014
2013
SIAM J. Financial Math., 2013
2012
Numer. Algorithms, 2012
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules.
Numer. Algorithms, 2012
2011
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications.
J. Comput. Phys., 2011
2010
Constructing lattice rules based on weighted degree of exactness and worst case error.
Computing, 2010
2006
SIAM J. Sci. Comput., 2006
Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces.
Math. Comput., 2006
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points.
J. Complex., 2006
2004
Fast Component-By-Component Construction of Rank-1 Lattice Rules for (Non-)Primes (Part II).
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004